DocumentCode
81654
Title
Decentralized 
Control for Multi-Channel Stochastic Systems
Author
Mukaidani, Hiroaki ; Hua Xu ; Dragan, Vasile
Author_Institution
Inst. of Eng., Hiroshima Univ., Hiroshima, Japan
Volume
60
Issue
4
fYear
2015
fDate
Apr-15
Firstpage
1080
Lastpage
1086
Abstract
This technical note investigates a decentralized H2 control problem for multi-channel linear time-invariant stochastic systems governed by Itô´s differential equation. After using a stochastic algebraic Riccati equation (SARE) to establish the necessary conditions for the existence of the optimal strategy set that minimizes an H2 norm, we show that the necessary conditions can also be expressed using a linear matrix inequality (LMI). The equivalence between the solvability of the SARE and the feasibility of the LMI is proved for the first time using a Karush-Kuhn-Tucker (KKT) condition. Furthermore, the static output feedback solution was also studied. A numerical example is given to demonstrate the usefulness of the obtained features.
Keywords
H∞ control; Riccati equations; decentralised control; differential equations; equivalence classes; feedback; linear matrix inequalities; linear systems; multivariable control systems; stochastic processes; stochastic systems; H2 norm minimization; Itô´s differential equation; KKT condition; Karush-Kuhn-Tucker condition; LMI feasibility; SARE solvability; decentralized H2 control problem; linear matrix inequality; multichannel linear time-invariant stochastic systems; necessary conditions; optimal strategy set; static output feedback solution; stochastic algebraic Riccati equation; Bismuth; Equations; Linear matrix inequalities; Output feedback; Stochastic systems; Symmetric matrices; $H_{2}$ control problem; linear matrix inequality (LMI); multi-channel stochastic systems; static output feedback; stochastic algebraic Riccati equation (SARE);
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2014.2336354
Filename
6849485
Link To Document